+2.5%
RKT vs ROL
+16.0%
-13.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | 0.0% |
| 7D | +10.3% | +7.5% | +2.8% | +7.0% |
| 30D | +32.3% | +21.1% | +11.2% | +22.4% |
| 3M | +10.7% | +3.1% | +7.6% | +8.9% |
| 6M | -3.2% | -27.4% | +24.2% | +9.4% |
| YTD | -21.5% | -34.7% | +13.2% | -7.8% |
| 1Y | -6.0% | -32.9% | +26.9% | +9.1% |
| 3Y | +104.2% | +6.1% | +98.1% | +82.2% |
| 5Y | +2.5% | +16.3% | -13.9% | -19.7% |
| All | +2.5% | +16.0% | -13.5% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling